+7,369.1%
LHX vs PPG
+2,583.7%
+4,785.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -4.3% | -6.2% | +2.0% | -1.9% |
| 30D | -15.1% | -7.9% | -7.2% | -12.5% |
| 3M | -21.0% | -10.2% | -10.7% | -18.2% |
| 6M | -32.0% | +2.7% | -34.7% | -33.5% |
| YTD | -15.3% | +4.9% | -20.2% | -18.3% |
| 1Y | -11.1% | -3.2% | -7.9% | -11.8% |
| 3Y | +54.0% | -17.0% | +71.0% | +58.3% |
| 5Y | +17.1% | -23.3% | +40.4% | +19.5% |
| 10Y | +225.8% | +26.4% | +199.4% | +157.2% |
| All | +7,369.1% | +2,583.7% | +4,785.4% | +2,013.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling